Journal: International Journal of Forecasting

Found 1200 papers in total
Factor forecasts for the UK
Factor forecasts for the UK
2005,
Data are now readily available for a very large number of macroeconomic variables that...
Forecasting international bandwidth capability
Forecasting international bandwidth capability
2005,
M-competition studies provide a set of stylized recommendations to enhance forecast...
Political manoeuvrings as sources of measurement errors in forecasts
Political manoeuvrings as sources of measurement errors in forecasts
2005,
We test the extent to which political manoeuvrings can be the sources of measurement...
Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation
Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation
2004,
The growing affluence of the East and Southeast Asian economies has come about through...
Regional econometric income forecast accuracy
Regional econometric income forecast accuracy
2005,
Econometric prediction accuracy for personal income forecasts is examined for a region...
Long-term sales forecasting using Holt–Winters and neural network methods
Long-term sales forecasting using Holt–Winters and neural network methods
2005,
The problem of medium to long-term sales forecasting raises a number of requirements...
Forecasting the dollar/euro exchange rate: are international parities useful?
Forecasting the dollar/euro exchange rate: are international parities useful?
2005,
In this paper we assess the empirical relevance of an expectations version of...
A leading indicator approach to predicting short-term shifts in demand for business travel by air to and from the UK
A leading indicator approach to predicting short-term shifts in demand for business travel by air to and from the UK
2005,
This paper uses the probit model to examine whether leading indicator information...
Statistical surveillance of cyclical processes with application to turns in business cycles
Statistical surveillance of cyclical processes with application to turns in business cycles
2005,
On-line monitoring of cyclical processes is studied. An important application is early...
Forecasting euro area inflation using dynamic factor measures of underlying inflation
Forecasting euro area inflation using dynamic factor measures of underlying inflation
2005,
Standard measures of prices are often contaminated by transitory shocks. This has...
Development of a multifunctional sales response model with the diagnostic aid of artificial neural networks
Development of a multifunctional sales response model with the diagnostic aid of artificial neural networks
2005,
This paper proposes an approach that models and forecasts sales through a flexible...
Forecasting and signal extraction with misspecified models
Forecasting and signal extraction with misspecified models
2005,
This paper evaluates multistep estimation for the purposes of signal extraction, and...
Nowcasting quarterly GDP growth in a monthly coincident indicator model
Nowcasting quarterly GDP growth in a monthly coincident indicator model
2005,
This paper presents an extension of the Stock and Watson coincident indicator model...
Currency forecasting based on an error components-seemingly unrelated nonlinear regression model
Currency forecasting based on an error components-seemingly unrelated nonlinear regression model
2005,
This paper proposes to forecast foreign exchange rates by means of an error...
Daily volatility forecasts: reassessing the performance of GARCH models
Daily volatility forecasts: reassessing the performance of GARCH models
2004,
Volatility plays a key role in asset and portfolio management and derivatives pricing....
A fractal forecasting model for financial time series
A fractal forecasting model for financial time series
2004,
Financial market time series exhibit high degrees of non-linear variability, and...
Resuscitating the cobweb cycle
Resuscitating the cobweb cycle
2004,
This article shows that permanent fluctuations in the cobweb model – though...
A classifying procedure for signalling turning points
A classifying procedure for signalling turning points
2004,
A Hidden Markov Model (HMM) is used to classify an out-of-sample observation vector...
Value at risk from econometric models and implied from currency options
Value at risk from econometric models and implied from currency options
2004,
This paper compares daily exchange rate value at risk estimates derived from...
Probability distributions, trading strategies and leverage: an application of Gaussian mixture models
Probability distributions, trading strategies and leverage: an application of Gaussian mixture models
2004,
The purpose of this paper is twofold. Firstly, to assess the merit of estimating...
Monetary policy, composite leading economic indicators and predicting the 2001 recession
Monetary policy, composite leading economic indicators and predicting the 2001 recession
2004,
On 26 November 2001, the National Bureau of Economic Research announced that the US...
Unemployment variation over the business cycles: a comparison of forecasting models
Unemployment variation over the business cycles: a comparison of forecasting models
2004,
Asymmetry has been well documented in the business cycle literature. The asymmetric...
Asymmetries in conditional mean and variance: modelling stock returns by asMAasQGARCH
Asymmetries in conditional mean and variance: modelling stock returns by asMAasQGARCH
2004,
We propose a nonlinear time series model where both the conditional mean and the...
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting
2004,
This paper offers strong further empirical evidence to support the intrinsic bubble...
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